| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,785.0 |
2,844.0 |
59.0 |
2.1% |
2,737.0 |
| High |
2,843.0 |
2,850.0 |
7.0 |
0.2% |
2,850.0 |
| Low |
2,772.0 |
2,830.0 |
58.0 |
2.1% |
2,736.0 |
| Close |
2,834.0 |
2,837.0 |
3.0 |
0.1% |
2,837.0 |
| Range |
71.0 |
20.0 |
-51.0 |
-71.8% |
114.0 |
| ATR |
56.5 |
53.9 |
-2.6 |
-4.6% |
0.0 |
| Volume |
507 |
140 |
-367 |
-72.4% |
1,832 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,899.0 |
2,888.0 |
2,848.0 |
|
| R3 |
2,879.0 |
2,868.0 |
2,842.5 |
|
| R2 |
2,859.0 |
2,859.0 |
2,840.7 |
|
| R1 |
2,848.0 |
2,848.0 |
2,838.8 |
2,843.5 |
| PP |
2,839.0 |
2,839.0 |
2,839.0 |
2,836.8 |
| S1 |
2,828.0 |
2,828.0 |
2,835.2 |
2,823.5 |
| S2 |
2,819.0 |
2,819.0 |
2,833.3 |
|
| S3 |
2,799.0 |
2,808.0 |
2,831.5 |
|
| S4 |
2,779.0 |
2,788.0 |
2,826.0 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,149.7 |
3,107.3 |
2,899.7 |
|
| R3 |
3,035.7 |
2,993.3 |
2,868.4 |
|
| R2 |
2,921.7 |
2,921.7 |
2,857.9 |
|
| R1 |
2,879.3 |
2,879.3 |
2,847.5 |
2,900.5 |
| PP |
2,807.7 |
2,807.7 |
2,807.7 |
2,818.3 |
| S1 |
2,765.3 |
2,765.3 |
2,826.6 |
2,786.5 |
| S2 |
2,693.7 |
2,693.7 |
2,816.1 |
|
| S3 |
2,579.7 |
2,651.3 |
2,805.7 |
|
| S4 |
2,465.7 |
2,537.3 |
2,774.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,850.0 |
2,736.0 |
114.0 |
4.0% |
44.2 |
1.6% |
89% |
True |
False |
366 |
| 10 |
2,850.0 |
2,591.0 |
259.0 |
9.1% |
61.9 |
2.2% |
95% |
True |
False |
25,940 |
| 20 |
2,960.0 |
2,591.0 |
369.0 |
13.0% |
54.2 |
1.9% |
67% |
False |
False |
15,219 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
14.4% |
42.5 |
1.5% |
60% |
False |
False |
7,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,935.0 |
|
2.618 |
2,902.4 |
|
1.618 |
2,882.4 |
|
1.000 |
2,870.0 |
|
0.618 |
2,862.4 |
|
HIGH |
2,850.0 |
|
0.618 |
2,842.4 |
|
0.500 |
2,840.0 |
|
0.382 |
2,837.6 |
|
LOW |
2,830.0 |
|
0.618 |
2,817.6 |
|
1.000 |
2,810.0 |
|
1.618 |
2,797.6 |
|
2.618 |
2,777.6 |
|
4.250 |
2,745.0 |
|
|